Semi-strong efficiency of Bitcoin
Tóm tắt
Từ khóa
Tài liệu tham khảo
Baek, 2015, Bitcoins as an investment or speculative vehicle? A first look, Appl. Econ. Lett., 22, 30, 10.1080/13504851.2014.916379
Bariviera, 2017, The inefficiency of bitcoin revisited: a dynamic approach, Econ. Lett., 161, 1, 10.1016/j.econlet.2017.09.013
Baur, 2017, Bitcoin, gold and the us dollar–a replication and extension, Finance Res. Lett.
Bouri, 2017, Does bitcoin hedge global uncertainty? evidence from wavelet-based quantile-in-quantile regressions, Finance Res. Lett., 10.1016/j.frl.2017.02.009
Bouri, 2017, On the hedge and safe haven properties of bitcoin: is it really more than a diversifier?, Finance Res. Lett., 20, 192, 10.1016/j.frl.2016.09.025
Brenner, 2009, On the volatility and comovement of us financial markets around macroeconomic news announcements, J. Financial Quant. Anal., 44, 1265, 10.1017/S002210900999038X
Cheah, 2015, Speculative bubbles in bitcoin markets? an empirical investigation into the fundamental value of bitcoin, Econ. Lett., 130, 32, 10.1016/j.econlet.2015.02.029
Ciaian, 2016, The economics of bitcoin price formation, Appl. Econ., 48, 1799, 10.1080/00036846.2015.1109038
Ciaian, 2017, Virtual relationships: short-and long-run evidence from bitcoin and altcoin markets, J. Int. Financial Markets Inst. Money
Corbet, S., Larkin, C., Lucey, B., Meegan, A., Yarovaya, L., 2017a. Cryptocurrency reaction to fomc announcements: Evidence of heterogeneity based on blockchain stack position.
Corbet, 2017, Datestamping the bitcoin and ethereum bubbles, Finance Res. Lett.
Corbet, S., Meegan, A., Larkin, C., Lucey, B., Yarovaya, L., 2017c. Exploring the dynamic relationships between cryptocurrencies and other financial assets.
Dyhrberg, 2016, Bitcoin, gold and the dollar–a garch volatility analysis, Finance Res. Lett., 16, 85, 10.1016/j.frl.2015.10.008
Dyhrberg, 2016, Hedging capabilities of bitcoin. is it the virtual gold?, Finance Res. Lett., 16, 139, 10.1016/j.frl.2015.10.025
Feng, 2017, Informed trading in the bitcoin market, Finance Res. Lett.
Jiang, 2017, Time-varying long-term memory in bitcoin market, Finance Research Letters
Katsiampa, 2017, Volatility estimation for bitcoin: a comparison of garch models, Econ. Lett., 158, 3, 10.1016/j.econlet.2017.06.023
Kim, 2017, On the transaction cost of bitcoin, Finance Res. Lett., 23, 300, 10.1016/j.frl.2017.07.014
Kristoufek, 2013, Bitcoin meets google trends and wikipedia: quantifying the relationship between phenomena of the internet era, Sci. Rep., 3, 3415, 10.1038/srep03415
Pennings, 2015, The impact of monetary policy on financial markets in small open economies: more or less effective during the global financial crisis?, J. Macroecon., 44, 60, 10.1016/j.jmacro.2015.01.001
Phillip, 2017, A new look at cryptocurrencies, Econ. Lett.
Swan, 2015
Tiwari, 2017, Informational efficiency of bitcoin-an extension, Econ. Lett.